Some Sample Function Properties of the Two-parameter Gaussian Process
Zimmerman, Grenith J.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1235-1246 / Harvested from Project Euclid
Let $\{X(s, t; \omega): (s, t) \in \lbrack 0, \infty) \times \lbrack 0, \infty)\}$ be a two parameter Gaussian process with mean function zero and covariance function $R(s_1, t_1; s_2, t_2) = \min (s_1, s_2) \min (t_1, t_2)$. This paper derives a multiparameter law of the iterated logarithm and modulus of continuity for the process $X(s, t; \omega)$. Estimates are also given which enable the author to define an Ito type integral for a suitable class of functions and to solve a diffusion equation involving the process.
Publié le : 1972-08-14
Classification: 
@article{1177692475,
     author = {Zimmerman, Grenith J.},
     title = {Some Sample Function Properties of the Two-parameter Gaussian Process},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1235-1246},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692475}
}
Zimmerman, Grenith J. Some Sample Function Properties of the Two-parameter Gaussian Process. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1235-1246. http://gdmltest.u-ga.fr/item/1177692475/